-52.6%
SNAP vs URA
+30.2%
-82.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.3% | -8.8% | -12.0% |
| 7D | -10.4% | -13.3% | +2.9% | -5.3% |
| 30D | -11.9% | -25.9% | +13.9% | -1.7% |
| 3M | -4.5% | -27.8% | +23.3% | +7.1% |
| 6M | -16.7% | -42.8% | +26.1% | +0.9% |
| YTD | -36.9% | -27.5% | -9.4% | -30.3% |
| 1Y | -30.3% | -35.1% | +4.9% | -20.3% |
| All | -52.6% | +30.2% | -82.8% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling